Non-recombining trinomial tree pricing model and calibration for the volatility smile (Q2316688)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Non-recombining trinomial tree pricing model and calibration for the volatility smile |
scientific article |
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Non-recombining trinomial tree pricing model and calibration for the volatility smile (English)
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6 August 2019
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volatility
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non-recombining trinomial tree model
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option pricing
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calibration
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nonlinear unconstrained optimization
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